-25.5%
AR vs INDA
+145.2%
-170.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +7.4% | +1.1% | +6.3% | +6.8% |
| 30D | +5.8% | +9.4% | -3.6% | +0.5% |
| 3M | +5.2% | +2.9% | +2.3% | +3.2% |
| 6M | +5.4% | +7.2% | -1.8% | +0.8% |
| YTD | +12.4% | -4.8% | +17.2% | +13.8% |
| 1Y | +12.8% | -5.1% | +17.9% | +14.3% |
| 3Y | +47.2% | +16.7% | +30.5% | +31.4% |
| 5Y | +101.1% | +8.8% | +92.4% | +86.1% |
| 10Y | +57.6% | +116.2% | -58.6% | -2.7% |
| All | -25.5% | +145.2% | -170.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling